GMRES residual jumps up for the last few iterations
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Hi,
I'm solving the system Ax=b using GMRES. I use block-diagonal preconditioning, which makes a lot of sense in my case because there is a finite element block and a boundary element block in that matrix A.
The GMRES solution is correct: For smaller systems I have compared against the solution from mldivide. For bigger systems I have compared against results using other software.
But I do get a little confused when I look at the residual after GMRES has solved the system. For the last few iterations the residual suddenly increases before the GMRES solver stops. This behaviour is independent of system size. A screenshot can be found at http://www.varg.unsw.edu.au/Assets/Images/helloworld/GMRESres.png
So, the question is, why does the residual do that?
Cheers Herwig
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Lucas García
2011-8-30
What syntax are you using?
[x,flag,relres,iter] = gmres(A,b,restart,tol,maxit);
What are the values for restart, tol and maxit?
What is the value for flag after the execution?
Not knowing more about the details of your problem, I would assume that it has to do with the values you give to restart and tol. Maybe if restart is too big, you cannot guarantee convergence.
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Lucas García
2011-8-30
Is your input tolerance smaller than eps*cond(A)?
There it can stagnate and you will have to use a greater tolerance.
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